Rubén Ruiz Torrubiano

Professor Department of Business

  • Ruiz-Torrubiano, R., Suárez, A. (2015): A memetic algorithm for cardinality-constrained portfolio optimization with transaction costs. Applied Soft Computing, 36: 125-142.

    Doi: https://doi.org/10.1016/j.asoc.2015.06.053
  • Ruiz-Torrubiano, R., Suarez, A. (2011): The TransRAR crossover operator for genetic algorithms with set encoding. In Ruiz-Torrubiano, R., Suarez, A. (Hrsg.), Proceedings of the 13th annual conference on Genetic and evolutionary computation (489-496). New York: Association for Computing Machinery.

    Doi: https://doi.org/10.1145/2001576.2001644
  • Ruiz-Torrubiano, R., Suarez, A. (2010): Hybrid approaches and dimensionality reduction for portfolio selection with cardinality constraints. IEEE Computational Intelligence Magazine, 5(2): 92-107.

    Doi: https://doi.org/10.1109/MCI.2010.936308
  • Ruiz-Torrubiano, R., García-Moratilla, S., Suárez, A. (2010): Optimization problems with cardinality constraints. In Ruiz-Torrubiano, R., García-Moratilla, S., Suárez, A. (Hrsg.), Optimization problems with cardinality constraints (105-130). Berlin Heidelberg: Springer.

    Doi: https://doi.org/10.1007/978-3-642-12775-5_5
  • Ruiz-Torrubiano, R., Suárez, A. (2009): A hybrid optimization approach to index tracking. Annals of Operations Research, 166(1): 57-71.

    Doi: https://doi.org./10.1007/s10479-008-0404-4
  • Ruiz-Torrubiano, R., Suárez, A. (2007): Use of heuristic rules in evolutionary methods for the selection of optimal investment portfolios. In IEEE (Hrsg.), IEEE. Singapore: IEEE.

    Doi: https://doi.org/10.1109/CEC.2007.4424474
  • Moral-Escudero, R., Ruiz-Torrubiano, R., Suárez, A. (2006): Selection of optimal investment portfolios with cardinality constraints. In Moral-Escudero, R., Ruiz-Torrubiano, R., Suárez, A. (Hrsg.), 2006 IEEE International Conference on Evolutionary Computation (2382-2388). New York: IEEE.

    Doi: https://doi.org/10.1109/CEC.2006.1688603
  • Hernández-Lobato, D., Hernández-Lobato, J., Ruiz-Torrubiano, R., Valle, A. (2006): Pruning adaptive boosting ensembles by means of a genetic algorithm. In Hernández-Lobato, D., Hernández-Lobato, J., Ruiz-Torrubiano, R., Valle, A. (Hrsg.), International Conference on Intelligent Data Engineering and Automated Learning (322-329). Berlin Heidelberg: Springer.

    Doi: https://doi.org/10.1007/11875581_39